I know that is serious pain. The Tail bone or coccyx is a very sensitive area! And every movement affects that area. I am dealing with this right now, and mine is purely from tension in my back that reaches down and inflamed the nerves at the coccyx.
As long as there is no redness or obvious swelling or hot feeling that indicates infection, then likely you pulled a muscle that affects that area. That is the most common cause. And believe me, any pulled muscle can affect the muscles in that area...funny thing...they are all connected.
You can take aspirin or ibuprofen for pain and to reduce inflammation, as stated on the label, not more than stated. If you take it as directed, then the anti-inflammation effect builds up. DO NOT OVERDOSE on it, trying to get pain free...it is harmful that way.
Apply a cold pack to the area for 15 minutes, then remove it for 20 minutes, and do this several times a day to lower the inflammation. I get the most relief with the cold pack (use ice in a towel if that is all you have. Use a bag of frozen vegetales.) Don't sit
on it...it is too hard!
Try to stay off the area, which means laying, not sitting, as much as possible.
If you must sit, use pillows to adjust a way to avoid pressure on the coccyx as much as possible. Some prefer a foam or soft pillow, and others prefer a U-shaped neck pillow or a donut pillow with a hole in the middle.
If you are constitpated that can cause pressure on the tail bone nerves and cause serious pain, so maybe for now use a stool softener. Or take Magnesium Citrate (which is one that is easily digested, if you get the wrong type it won't digest) If you do think there is infection
because of redness and a hot spot, then do get to Emergency ASAP! Infection can quickly get into your vital organs from there so don't ignore it if it is infected. But most often tail bone pain, as horrid as it feels, is just a muscular/nerve issue.
You can call a hospital and ask for an out patient clinic, and you can deal with the cost later. You can always negotiate the cost down, or negotiate payments. Don't be afraid to get appropriate care. It would be cheaper to see a doctor and get antibiotics than to go to ER, though! So check that out if needed.
I hope you get relief soon!